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Optimality and Stability in Mathematical Programming pp 16–38Cite as

Optimality in convex programming: A feasible directions approach

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Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 19))

Abstract

First-order optimality conditions for convex programming are developed using a feasible directions approach. Numerical implementations and applications are discussed. The concepts of constancy directions and minimal index set of binding constraints, central to our theory, prove useful also in studying the stability of perturbed convex programs.

This author’s research has been partly supported by the Research Council of Canada.

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Author information

Authors and Affiliations

  1. Department of Mathematical Sciences, University of Delaware, 19711, Newark, De, USA

    A. Ben-Israel

  2. Department of Computer Sciences, Technion, Israel Institute of Technology, Haifa, Israel

    A. Ben-Tal

  3. Department of Mathematics, McGill University, H3A 2K6, Montreal, Que., Canada

    S. Zlobec

Authors
  1. A. Ben-Israel
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  2. A. Ben-Tal
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  3. S. Zlobec
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Editor information

Monique Guignard

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© 1982 The Mathematical Programming Society, Inc.

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Ben-Israel, A., Ben-Tal, A., Zlobec, S. (1982). Optimality in convex programming: A feasible directions approach. In: Guignard, M. (eds) Optimality and Stability in Mathematical Programming. Mathematical Programming Studies, vol 19. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120981

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  • DOI: https://doi.org/10.1007/BFb0120981

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00849-8

  • Online ISBN: 978-3-642-00850-4

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